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FM12 - MS1-1 - Price dynamics in limit order markets: Limit Theorems and Diusion Approximations

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Contributors

  • Rama Cont, CNRS, France, and Columbia University, USA

  • View PDF Handout

    https://client.blueskybroadcast.com/SIAM12/FM/pdf/CONT_MS1-1_7-9-12_10-30am.pdf